-22.5%
AAL vs WST
+3,279.3%
-3,301.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +3.4% | +1.1% | +2.4% | +3.1% |
| 30D | +11.7% | +12.4% | -0.7% | +6.2% |
| 3M | -7.8% | +17.6% | -25.4% | -14.3% |
| 6M | +10.2% | +28.3% | -18.0% | -1.9% |
| YTD | -8.0% | +50.5% | -58.5% | -24.2% |
| 1Y | +8.5% | +49.4% | -40.8% | -10.5% |
| 3Y | +19.5% | +21.9% | -2.4% | -6.7% |
| 5Y | -33.9% | +0.4% | -34.3% | -45.8% |
| 10Y | -66.0% | +451.5% | -517.5% | -93.2% |
| All | -22.5% | +3,279.3% | -3,301.8% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling